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Extend semi-auto with ITM/ATM/OTM, offset, and 1:4 sizing.

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Moneyness and perp:option units are plan-only; OTM enforces leverage >=180.

Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
2026-08-08 11:42:57 +08:00
parent 4585dba3c3
commit 457838ef64
17 changed files with 428 additions and 41 deletions
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docs/策略说明.md
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@@ -470,7 +470,11 @@ LIVE 特殊态：`option_closed_perp_pending`（期权已在交易所卖掉、
| `semi_option_move_points` | 50 | 半自动顺向波动点数 |
| `semi_perp_exit_unit` | 5 | 半自动净利出场基数（×k） |
| `semi_min_option_hours` | 30 | 半自动选约最短剩余小时 |
| `semi_min_option_leverage` | 100 | 半自动选约最低杠杆 |
| `semi_min_option_leverage` | 200 | 半自动选约最低杠杆（虚值≥180） |
| `semi_moneyness` | otm | 半自动行权类型 itm/atm/otm |
| `semi_otm_max_offset` | 25 | 半自动虚值最大偏离 |
| `semi_perp_unit` | 1 | 半自动永续名义单位 |
| `semi_option_unit` | 4 | 半自动期权名义单位 |
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